ALM Manager
Core
Own the Bank's asset and liability management and interest rate risk measurement framework, including net interest income simulation and economic value of equity sensitivity.
Role type
Senior IC ALM Manager
Builds
Resilient and well-managed balance sheet for Upstart Bank
Domain
Banking / Treasury / Interest Rate Risk Management
Deliverable
production ML models | dashboards & analysis
Required skills
ALM framework ownership, interest rate risk measurement, NII simulation, economic value of equity analysis, behavioral assumption development, model governance, regulatory reporting, scenario analysis, hedging strategy
Preferred skills
Board/ALCO presentation experience, regulatory guidance knowledge (OCC, Fed, FDIC), fixed-rate consumer lending expertise, derivatives knowledge, advanced financial modeling, SQL proficiency, ALM platform experience (Empyrean, QRM, BancWare, Moody's)
Technologies
Empyrean, QRM, BancWare, Moody's Analytics, SQL
Responsibilities
Own ALM and interest rate risk measurement framework; Lead ALM platform implementation and administration; Develop and evaluate behavioral and market assumptions; Design and evaluate rate shock scenarios; Recommend balance sheet and hedging actions; Prepare ALM and IRR reporting for executive management and regulators
Seniority
Senior, hands-on IC
